+244.7%
APLD vs GAP
+100.9%
+143.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.0% | +6.5% |
| 7D | +3.1% | 0.0% | +3.0% | +2.9% |
| 30D | -29.4% | -4.3% | -25.1% | -28.7% |
| 3M | -42.8% | +9.4% | -52.2% | -45.1% |
| 6M | -59.5% | -3.3% | -56.2% | -59.8% |
| YTD | -31.8% | -10.5% | -21.3% | -31.2% |
| 1Y | -46.0% | -2.4% | -43.7% | -47.1% |
| 3Y | +252.0% | +80.1% | +171.9% | +159.3% |
| All | +244.7% | +100.9% | +143.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling